CME eMini Russell 2000 Future March 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
811.7 |
809.2 |
-2.5 |
-0.3% |
812.1 |
| High |
812.6 |
815.7 |
3.1 |
0.4% |
821.0 |
| Low |
804.5 |
808.7 |
4.2 |
0.5% |
805.4 |
| Close |
809.2 |
815.3 |
6.1 |
0.8% |
811.4 |
| Range |
8.1 |
7.0 |
-1.1 |
-13.6% |
15.6 |
| ATR |
10.2 |
9.9 |
-0.2 |
-2.2% |
0.0 |
| Volume |
187,814 |
149,703 |
-38,111 |
-20.3% |
729,883 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.2 |
831.8 |
819.2 |
|
| R3 |
827.2 |
824.8 |
817.2 |
|
| R2 |
820.2 |
820.2 |
816.6 |
|
| R1 |
817.8 |
817.8 |
815.9 |
819.0 |
| PP |
813.2 |
813.2 |
813.2 |
813.9 |
| S1 |
810.8 |
810.8 |
814.7 |
812.0 |
| S2 |
806.2 |
806.2 |
814.0 |
|
| S3 |
799.2 |
803.8 |
813.4 |
|
| S4 |
792.2 |
796.8 |
811.5 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.4 |
851.0 |
820.0 |
|
| R3 |
843.8 |
835.4 |
815.7 |
|
| R2 |
828.2 |
828.2 |
814.3 |
|
| R1 |
819.8 |
819.8 |
812.8 |
816.2 |
| PP |
812.6 |
812.6 |
812.6 |
810.8 |
| S1 |
804.2 |
804.2 |
810.0 |
800.6 |
| S2 |
797.0 |
797.0 |
808.5 |
|
| S3 |
781.4 |
788.6 |
807.1 |
|
| S4 |
765.8 |
773.0 |
802.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
821.0 |
804.5 |
16.5 |
2.0% |
9.2 |
1.1% |
65% |
False |
False |
161,012 |
| 10 |
821.0 |
795.8 |
25.2 |
3.1% |
8.6 |
1.1% |
77% |
False |
False |
154,801 |
| 20 |
821.0 |
778.7 |
42.3 |
5.2% |
10.0 |
1.2% |
87% |
False |
False |
162,563 |
| 40 |
821.0 |
773.2 |
47.8 |
5.9% |
10.7 |
1.3% |
88% |
False |
False |
154,895 |
| 60 |
821.0 |
773.2 |
47.8 |
5.9% |
10.2 |
1.2% |
88% |
False |
False |
118,245 |
| 80 |
821.0 |
755.5 |
65.5 |
8.0% |
10.5 |
1.3% |
91% |
False |
False |
88,719 |
| 100 |
821.0 |
723.1 |
97.9 |
12.0% |
10.6 |
1.3% |
94% |
False |
False |
70,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
845.5 |
|
2.618 |
834.0 |
|
1.618 |
827.0 |
|
1.000 |
822.7 |
|
0.618 |
820.0 |
|
HIGH |
815.7 |
|
0.618 |
813.0 |
|
0.500 |
812.2 |
|
0.382 |
811.4 |
|
LOW |
808.7 |
|
0.618 |
804.4 |
|
1.000 |
801.7 |
|
1.618 |
797.4 |
|
2.618 |
790.4 |
|
4.250 |
779.0 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
814.3 |
814.3 |
| PP |
813.2 |
813.4 |
| S1 |
812.2 |
812.4 |
|